Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,736 USD | 27,009 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 27,884 | 27,884 | 27,357 USD | 27,636 USD | 94.35% | 94.35% |
18/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 27,363 | 27,363 | 26,858 USD | 27,131 USD | 97.18% | 97.18% |
15/11/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,566 USD | 26,837 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.30 % | 99.25 % | 100,000 | 100,000 | 17,350 | 17,350 | 17,067 USD | 17,240 USD | 87.85% | 99.43% |
13/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 28,321 | 28,321 | 27,857 USD | 28,140 USD | 92.09% | 92.09% |
12/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 69,755 | 69,755 | 68,535 USD | 69,233 USD | 28.24% | 98.03% |
11/11/2024 | 1.01% | 98.15 % | 99.15 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,815 USD | 9,915 USD | 6.41% | 6.41% |
08/11/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,611 USD | 26,882 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 22,575 | 22,575 | 22,113 USD | 22,338 USD | 98.93% | 98.93% |